-45.7%
TOST vs FDX
+88.1%
-133.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.4% |
| 7D | -3.4% | -2.5% | -0.9% | -2.1% |
| 30D | -2.4% | +3.8% | -6.2% | -4.4% |
| 3M | +34.6% | -1.3% | +35.9% | +34.7% |
| 6M | +15.2% | +5.0% | +10.2% | +10.2% |
| YTD | -4.4% | +39.6% | -44.0% | -23.1% |
| 1Y | -17.4% | +81.1% | -98.5% | -43.3% |
| 3Y | +54.5% | +63.0% | -8.6% | +5.8% |
| All | -45.7% | +88.1% | -133.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling